Faltec Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.21% (+16.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3118 | 8.75 | |
| 0.2582 | 11.46 | |
| 0.7502 | 63.43 | |
| -0.0776 | -2.61 |
Estimation Period:
Apr 1, 2004 to Feb 13, 2026
Apr 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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